Pro order doubles sales orders

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    cpavez
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    Junior

    For some reason I can not understand my systemin using the automatic trading account in real time, PRO ORDER doubles, or make 2 purchases. The first purchase is the amount indicating on the code (USD 2000, equivalent to 1030 shares), but I get a second purchase 300 shares. This is the second purchase does not make sense, since in the code not request that a purchase is made for that amount of shares.

    [attachment file=63716]

    Then the system is still running, making purchases as requested, but the remantenente 300 shares is maintained. To test the system in backtest no duplication purchase orders.

    //-------------------------------------------------------------------------
    // Código principal : media movil 6
    //-------------------------------------------------------------------------
    DEFPARAM CumulateOrders = False
    DEFPARAM FLATAFTER=215700
    DEFPARAM PRELOADBARS=1000
    F = (COUNTOFLONGSHARES = 0)
    c0=(Dopen(0)-DClose(1))*100/DClose(1)
    d=time>163000
    z=c0>5
    c11=MACD[24,52,18](close)>0
    c3=Stochastic[10,6](close)
    c4=WeightedAverage[10](close)
    c5=Average[20](close)
    c7=c4>c5
    c6=RSI[14](close)>50
    c8=ADX[14]>AVERAGE[2](ADX[14])
    C10=Stochastic[10,6](close)>AVERAGE[2](Stochastic[10,6])
    //c11=(Close > Close[1])
    //c12=close>open
    //=close>exponentialAverage[6](close)
    IF NOT LongOnMarket and F and d and z and c11 and c3 and c7  and c6 and c8 and c10 THEN
    BUY 2000 cash AT MARKET
    ENDIF
    z1=c0<5
    IF NOT LongOnMarket and z1 and f and c11 and c3 and c7  and c6 and c8 and c10 THEN
    BUY 2000 cash AT MARKET
    ENDIF
    // Condiciones de salida de posiciones largas
    c12=MACD[24,52,18](close)<average[2](MACD[24,52,18])
    //c5=Stochastic[14,3](close)<50
    S=TIME>215400
    s1=S OR C12
    //c15=close[1]<exponentialAverage[4](close)
    If LongOnMarket and s1  THEN
    SELL AT MARKET
    ENDIF
    
    IF STRATEGYPROFIT < -100 THEN
    QUIT
    ENDIF
    
    // Stops y objetivos: introduzca aquí sus stops de protección y objetivos de beneficios
    set stop %trailing 5
    
    duplicidad-1.jpg duplicidad-1.jpg
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Pro order doubles sales orders


ProOrder: Automated Strategies & Backtesting

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cpavez @cpavez Participant
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Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/23/2018
Status: Active
Attachments: 1 files
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